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A cointegration approach to estimating preference parameters

Listed author(s):
  • Ogaki, Masao
  • Park, Joon Y.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 82 (1997)
Issue (Month): 1 ()
Pages: 107-134

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Handle: RePEc:eee:econom:v:82:y:1997:i:1:p:107-134
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  24. Masao Ogaki, 1993. "Unit Roots in Macroeconometrics: A Survey," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(2), pages 131-154, December.
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  31. Atkeson, Andrew & Ogaki, Masao, 1996. "Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 507-534, December.
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  45. Park, J.Y. & Ogaki, M., 1991. "Seemingly Unrelated Canonical Cointegrating Regressions," RCER Working Papers 280, University of Rochester - Center for Economic Research (RCER).
  46. Park, J.Y. & Ogaki, M., 1991. "Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics," RCER Working Papers 281, University of Rochester - Center for Economic Research (RCER).
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